0.00Open3.85Pre Close0 Volume667 Open Interest60.00Strike Price0.00Turnover26.06%IV1.89%PremiumJan 17, 2025Expiry Date2.77Intrinsic Value100Multiplier22DDays to Expiry1.08Extrinsic Value100Contract SizeAmericanOptions Type-0.7585Delta0.0903Gamma18.17Leverage Ratio-0.0218Theta-0.0204Rho-13.78Eff Leverage0.0435Vega